+356.3%
IGV vs HUBB
+437.4%
-81.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -5.4% | -1.7% | -3.7% | -4.7% |
| 30D | -2.6% | -12.7% | +10.0% | +2.7% |
| 3M | +10.5% | -2.9% | +13.5% | +10.6% |
| 6M | +18.2% | -4.8% | +23.0% | +17.9% |
| YTD | -4.2% | +2.8% | -7.0% | -8.2% |
| 1Y | -9.8% | +3.5% | -13.3% | -14.2% |
| 3Y | +39.1% | +43.5% | -4.4% | +11.6% |
| 5Y | +21.2% | +154.2% | -133.0% | -26.3% |
| All | +356.3% | +437.4% | -81.1% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling